Last Update: 8 Mar 2021 15:15 GMT+0
The Egypt 10Y Government Bond has a 15.094% yield.
10 Years vs 2 Years bond spread is 93.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.25% (last modification in November 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 95.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 61.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 93.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 439.25 | -1.39 % | +2.39 % | +54.01 % | 7.32 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 13.557% | +10.3 bp | -39.1 bp | ||||||
| 6 months | 13.608% | +6.1 bp | -14.9 bp | ||||||
| 9 months | 13.422% | -5.4 bp | -16.3 bp | ||||||
| 1 year | 13.198% | +32.3 bp | -96.6 bp | 88.34 | -0.28 % | +0.86 % | |||
| 2 years | 14.155% | +1.6 bp | -35.7 bp | 76.74 | -0.03 % | +0.63 % | |||
| 3 years | 14.546% | +2.4 bp | -15.5 bp | 66.54 | -0.06 % | +0.41 % | |||
| 5 years | 14.772% | +2.7 bp | -14.2 bp | 50.21 | -0.12 % | +0.62 % | |||
| 7 years | 14.879% | -1.9 bp | -18.1 bp | 37.87 | +0.11 % | +1.09 % | |||
| 10 years | 15.094% | -0.1 bp | -6.2 bp | 24.52 | 0.00 % | +0.53 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 15.094% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1538.0 bp | -15.6 | -27.2 | ||
| France 10Y | 1513.8 bp | -17.8 | -21.2 | ||
| Japan 10Y | 1498.5 bp | -4.6 | -13.7 | ||
| Spain 10Y | 1470.7 bp | -25.5 | -11.7 | ||
| Italy 10Y | 1435.5 bp | -23.4 | +29.4 | ||
| United Kingdom 10Y | 1434.4 bp | -27.4 | -62.5 | ||
| Canada 10Y | 1357.2 bp | -50.9 | -101.9 | ||
| United States 10Y | 1350.2 bp | -41.7 | -97.2 | ||
| Australia 10Y | 1329.6 bp | -55.4 | -93.9 | ||
| China 10Y | 1182.5 bp | -1.3 | -17.5 | ||
| India 10Y | 887.1 bp | -18.4 | -22.9 | ||
| Russia 10Y | 843.4 bp | -45.6 | -47.2 | ||
| Brazil 10Y | 659.2 bp | -103.8 | -178.4 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.094% | 24.52 | 29.52 | 39.52 | 49.52 | 59.52 | 69.52 | |
| 7 years | 14.879% | 37.87 | 42.05 | 50.40 | 58.75 | 67.10 | 75.45 | |
| 5 years | 14.772% | 50.21 | 53.58 | 60.32 | 67.07 | 73.81 | 80.55 | |
| 3 years | 14.546% | 66.54 | 68.84 | 73.44 | 78.04 | 82.64 | 87.24 | |
| 2 years | 14.155% | 76.74 | 78.38 | 81.67 | 84.95 | 88.24 | 91.53 | |
| 1 year | 13.198% | 88.34 | 89.22 | 90.99 | 92.76 | 94.52 | 96.29 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||